Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning.
Dennis EilersChristian L. DunisHans-Jörg von MettenheimMichael H. BreitnerPublished in: Decis. Support Syst. (2014)
Keyphrases
- decision support
- dynamic programming
- reinforcement learning
- learning algorithm
- computational cost
- times faster
- cost function
- optimal solution
- optimization algorithm
- detection algorithm
- k means
- objective function
- experimental evaluation
- preprocessing
- monte carlo
- probabilistic model
- expectation maximization
- particle swarm optimization
- business intelligence
- matching algorithm
- search space
- convergence rate
- recognition algorithm
- stochastic approximation
- machine learning
- linear programming
- decision makers
- high accuracy
- worst case
- management system
- significant improvement
- information technology
- similarity measure
- decision making